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DateTitle Authors
2012 Generating random optimising choicesHeufer, Jan
2007 Bubbles and crashes: Escape dynamics in financial marketsFriedman, Daniel / Abraham, Ralph
2003 Pricing American options under stochastic volatility: A new method using Chebyshev polynomials to approximate the early exercise boundaryTzavalis, Elias / Wang, Shijun
2011 Block bootstrap and long memoryKapetanios, George / Papailias, Fotis
2012 German nuclear phase-out policy: Effects on European electricity wholesale prices, emission prices, conventional power plant investments and eletricity tradeTraber, Thure / Kemfert, Claudia
2011 Political mergers as coalition formationWeese, Eric
2012 Algorithm for identifying systemically important banks in payment systemsSoramäki, Kimmo / Cook, Samantha
2001 Hedging barrier options: Current methods and alternativesDupont, Dominique Y.
2007 A solution method for linear rational expectation models unde rimperfect informationShibayama, Katsuyuku
2011 Multivariate Stochastic Volatility via Wishart Processes - A ContinuationRinnergschwentner, Wolfgang / Tappeiner, Gottfried / Walde, Janette F.

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